Results 11 to 20 of about 28,579 (204)
On Riccati Equations in Banach Algebras [PDF]
SIAM Journal on Control and Optimization, 2011 Let $R$ be a commutative complex Banach algebra with the involution $\cdot ^\star$ and suppose that $A\in R^{n\times n}$, $B\in R^{n\times m}$, $C\in R^{p\times n}$. The question of when the Riccati equation $$ PBB^\star P-PA-A^\star P-C^\star C=0 $$ has a solution $P\in R^{n\times n}$ is investigated.
Curtain, Ruth, Sasane, Amol
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Electronic Journal of Qualitative Theory of Differential Equations, 2015 In this paper we study the asymptotic properties of the distinguished solutions of Riccati matrix equations and inequalities for discrete symplectic systems.
Roman Simon Hilscher
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Existence of meromorphic solutions of first order difference equations [PDF]
, 2018 It is shown that if It is shown that if \begin{equation}\label{abstract_eq} f(z+1)^n=R(z,f),\tag{\dag} \end{equation} where $R(z,f)$ is rational in $f$ with meromorphic coefficients and $\deg_f(R(z,f))=n$, has an admissible meromorphic solution ...
Korhonen, Risto, Zhang, Yueyang
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On the Use of Low-Order Riccati-Equations in the Design of a Class of Feedback Controllers and State Estimators [PDF]
Modeling, Identification and Control, 1980 This paper describes a method for designing optimal feedback controllers with stability requirements using low-order Riccati equations. For originally stable systems the Riccati equation will be of first or second order, depending upon whether the ...
Ole A. Solheim
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Generalized System of Riccati-Type Equations
EPJ Web of Conferences, 2018 A new system of generalized Riccati-type equations is derived. An interconnection between the solutions of n-th order differential equations and the solutions of a generalized system of Riccati-type equations is established.
Yamaleev Robert M.
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An exponential spline for solving the fractional riccati differential equation
پژوهشهای ریاضی, 2022 In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is ...
reza jalilian, hooman emadifar
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The Riccati Equation in Mathematical Finance
Journal of Symbolic Computation, 2002 The authors summarize the relevant literature on closed-form solutions to the Riccati equation. They describe Kovacic's important contributions to the field. Next, they summarize some of the relevant aspects of the Cox-Ingersoll-Ross model. They describe in more detail the connection between the Riccati equation and practical implementation of the CIR ...
Phelim P. Boyle, W. Tian, Fred Guan
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Advances in Difference Equations, 2017 In this paper, the sine-cosine wavelet method is presented for solving Riccati differential equations. The sine-cosine wavelet operational matrix of fractional integration is derived and utilized to transform the equations to system of algebraic ...
Yanxin Wang, Tianhe Yin, Li Zhu
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Traveling wave structures of some fourth-order nonlinear partial differential equations
Journal of Ocean Engineering and Science, 2023 This study presents a large family of the traveling wave solutions to the two fourth-order nonlinear partial differential equations utilizing the Riccati-Bernoulli sub-ODE method.
Handenur Esen +3 more
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On the Equation of Riccati [PDF]
Proceedings of the London Mathematical Society, 1886 n ...
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